forecastSNSTS 1.1-0
===================

 o Added function acfARp to compute autocovariances of AR(p) processes.
 o Added function f that can be used to verify assumption (10) from
   Theorem 3.1 in Kley et al (2016).

forecastSNSTS 1.0-0
===================

 o two functions to compute linear prediction coefficients and mean squared
   prediction errors.
 o demo on how to analyse, using a simulated tvARMA(1,1) time series
